No Memory?

I was on guildwars, doing 'How to slay a ***' [Forgot] and it became very laggy. I tried moving the graphics detail to 'low', then i heard the DING error noise, minused gw. A small message saying 'No Memory' I pressed OK and my PC crashed. Anyone know why and how to stop it in the future?

System specs plz, to include % of your HDD that is full for all drives. Also, are there other high-demand apps with which this occurs?

ya iv had this before too but you can open GW straight away after so it didnt matter that much as i wasnt doign anything important.

Ah if it dosent matter then. Thanks. Just concerned.